+19.8%
DDOG vs BN
-3.9%
+23.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +6.1% | -20.5% | -15.4% |
| 7D | -32.2% | +12.0% | -44.2% | -34.3% |
| 30D | -31.7% | +17.0% | -48.8% | -34.9% |
| 3M | -34.5% | -3.2% | -31.3% | -32.7% |
| 6M | +28.7% | -3.9% | +32.5% | +31.8% |
| YTD | +38.8% | -5.6% | +44.4% | +44.1% |
| 1Y | +19.8% | -4.7% | +24.6% | +24.1% |
| All | +19.8% | -3.9% | +23.7% | +24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded BN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling